Eb Creasy & Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:24.57% (-0.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1570 | 3.39 | |
| 0.1226 | 4.96 | |
| 0.7866 | 18.51 | |
| -0.4124 | -1.76 | |
| 0.6941 | 1.96 | |
| -0.6193 | -2.59 | |
| 0.6429 | 2.61 | |
| -0.5478 | -1.64 | |
| 0.5862 | 1.61 | |
| -0.5996 | -2.17 | |
| 0.2352 | 1.03 | |
| 0.1052 | 0.61 |
Estimation Period:
Jan 10, 1990 to Feb 6, 2026
Jan 10, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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